On a dual model with a linear dividend barrier (Q4980480)
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scientific article; zbMATH DE number 6311317
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| English | On a dual model with a linear dividend barrier |
scientific article; zbMATH DE number 6311317 |
Statements
30 June 2014
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survival probability
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linear dividend barrier
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integro-differential equation
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dual risk
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0.8605197072029114
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0.8604193329811096
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0.8536280393600464
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0.8466809391975403
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0.8406829237937927
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